+294.1%
RSG vs ESTC
+25.9%
+268.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +2.5% | +2.4% | +0.1% | +2.3% |
| 30D | +12.7% | -4.2% | +17.0% | +12.9% |
| 3M | +17.9% | +2.5% | +15.5% | +17.4% |
| 6M | +25.0% | +81.5% | -56.5% | +20.1% |
| YTD | +20.8% | +16.8% | +4.0% | +18.8% |
| 1Y | +24.3% | -3.5% | +27.7% | +23.4% |
| 3Y | +65.3% | +17.7% | +47.5% | +58.2% |
| 5Y | +99.1% | -51.7% | +150.8% | +98.6% |
| All | +294.1% | +25.9% | +268.1% | +227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling